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A differential evolution algorithm for yield curve estimation - MaRDI portal

A differential evolution algorithm for yield curve estimation (Q2228852)

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A differential evolution algorithm for yield curve estimation
scientific article

    Statements

    title
    A differential evolution algorithm for yield curve estimation (English)
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    author
    Leandro Maciel
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    Fernando Gomide
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    Rosangela Ballini
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    publication date
    19 February 2021
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    zbMATH Keywords
    yield curve
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    differential evolution
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    optimization
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    interest rate
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    finance
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    Identifiers

    zbMATH DE Number
    7313695
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    OpenAlex ID
    W2404894666
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